-43.8%
TOST vs FDX
+85.5%
-129.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | +1.4% |
| 7D | +11.6% | +2.9% | +8.7% | +10.0% |
| 30D | +16.2% | +9.6% | +6.6% | +10.8% |
| 3M | +1.0% | +2.4% | -1.3% | -0.3% |
| 6M | +23.2% | +9.2% | +14.0% | +16.7% |
| YTD | -1.0% | +37.7% | -38.7% | -19.8% |
| 1Y | -9.9% | +56.1% | -66.0% | -32.4% |
| 3Y | +101.0% | +68.9% | +32.1% | +33.9% |
| 5Y | -40.4% | +79.0% | -119.4% | -60.8% |
| All | -43.8% | +85.5% | -129.3% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FDX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling